Pages that link to "Item:Q337769"

The following pages link to Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769):

Displayed 17 items.

• Model averaging in semiparametric estimation of treatment effects (Q284331) ‎ (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) ‎ (← links)
• Efficient shrinkage in parametric models (Q894642) ‎ (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) ‎ (← links)
• Distribution theory of the least squares averaging estimator (Q2346023) ‎ (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) ‎ (← links)
• Model averaging based on generalized method of moments (Q2659973) ‎ (← links)
• Model averaging, asymptotic risk, and regressor groups (Q4586211) ‎ (← links)
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) ‎ (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) ‎ (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) ‎ (← links)
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach (Q5117663) ‎ (← links)
• Focused information criterion for locally misspecified vector autoregressive models (Q5860943) ‎ (← links)
• A model‐averaging treatment of multiple instruments in Poisson models with errors (Q6059437) ‎ (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) ‎ (← links)
• Over-identified doubly robust identification and estimation (Q6163265) ‎ (← links)
• Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) ‎ (← links)